Oct 21, 2020 · This may seem trivial but just to confirm, as the expected value is a constant, this implies that the expectation of an expectation is just itself. It would be useful to know if this assumption is

May 27, 2011 · I understand how to define conditional expectation and how to prove that it exists. Further, I think I understand what conditional expectation means intuitively. I can also prove the …

Dec 13, 2013 · 2 A clever solution to find the expected value of a geometric r.v. is those employed in this video lecture of the MITx course "Introduction to Probability: Part 1 - The Fundamentals" (by the way, …

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 10 months ago Modified 10 years, 10 months ago

Jul 7, 2024 · Expectation of a non negative integer value random variable Ask Question Asked 1 year, 4 months ago Modified 1 year, 4 months ago

How to calculate the expectation of $XY$? Ask Question Asked 13 years, 11 months ago Modified 1 year, 5 months ago

Apr 17, 2022 · Jensen's Inequality Proof for Conditional Expectation (Durrett) Ask Question Asked 3 years, 7 months ago Modified 3 years, 7 months ago

The second term is such because $E (X)$ is a constant, and the expectation of a constant is the constant itself (same for the last term ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

Oct 20, 2018 · Hi im trying to understand conditional expectation and conditional probability based on sigma algebras. Therefore an answer in that flavour would be most useful. So in a physical sense I …

Dec 14, 2012 · Expectation of an exponential function Ask Question Asked 12 years, 11 months ago Modified 9 years, 7 months ago